-52.9%
AMBA vs FGI
-70.4%
+17.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -0.9% |
| 7D | -11.0% | +0.5% | -11.5% | -11.0% |
| 30D | -23.2% | +65.4% | -88.6% | -25.1% |
| 3M | -12.7% | +23.5% | -36.2% | -14.3% |
| 6M | +11.2% | +60.5% | -49.3% | +6.7% |
| YTD | -11.2% | +30.0% | -41.2% | -14.3% |
| 1Y | -22.5% | +82.1% | -104.6% | -27.3% |
| 3Y | -1.3% | -4.4% | +3.1% | -6.2% |
| All | -52.9% | -70.4% | +17.5% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling